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DAGMA: Learning DAGs via M-matrices and a Log-Determinant Acyclicity Characterization

NeurIPS 2022 · Learning theory and algorithms › Matrix and tensor methods · approach: Randomized sketching for matrices · 26 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use DAGMA instead of GOLEMLinear SEM structure learning · ER4/SF4, Gaussian/Gumbel/exponential noise, d=100SHD: 70.95$\pm$26.11 -> 17.80$\pm$5.72; improvement of 74.9%Helped
Use DAGMA instead of NOTEARSLinear SEM structure learning · ER4/SF4, Gaussian/Gumbel/exponential noise, d=100SHD: 75.87$\pm$13.97 -> 17.80$\pm$5.72; improvement of 76.5%Helped
Use DAGMA instead of GOLEMLinear SEM structure learning · ER4/SF4, Gaussian/Gumbel/exponential noise, d=100Runtime (seconds): DAGMA runs 7.7 times fasterHelped
Use DAGMA instead of NOTEARSLinear SEM structure learning · ER4/SF4, Gaussian/Gumbel/exponential noise, d=100Runtime (seconds): DAGMA runs 19.1 times fasterHelped
Use DAGMA instead of GOLEMLinear SEM structure learning · ER4/SF4, Gaussian/Gumbel/exponential noise, d=20SHD: 4.28$\pm$1.38 -> 6.78$\pm$1.64Hurt
Replace trace-of-matrix-powers acyclicity regularizers with the log-determinant characterizationDAGMA acyclicity regularization · Cycle detection and optimizationCycle detection: At d = 13, h_expm(W) ≈ 10^{-9} and h_poly(W) ≈ 10^{-14}Helped
Replace h_expm and h_poly with the log-determinant regularizerDAGMA acyclicity optimization · Graphs with cyclesGradient magnitude: |∇h_poly(W)| ≤ |∇h_expm(W)| ≤ |∇hldet^s=1(W)|Helped
Compute acyclicity using log-determinant instead of matrix exponential or polynomial traceAcyclicity characterization · Randomly generated matricesRuntime: 10x fasterHelped

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